No shadow with Eevee
(Not a complete answer, but comments have a limited amount of characters, and i still thought it helpful to share some things i noticed)
Wow, this is really weird. Most of your settings in EEVEE look the same but the color shading is different somehow. The sky (or himmel) object is light blue in the Shadow file, but the sky in the No Shadow file has a turquoise quality to it. I couldn't figure out why.
The most notable difference between the files was the scale, though. The sky object in the Shadow file is 430+ times larger than the the one in the No Shadow file ( I had to increase the Clip End value in the Shadow file a lot to be able to navigate the scene). This can account for a difference in resolution of shadows (one being sharp and another being very blurry and hardly noticeable) but I don't see how it would cause the absence of shadow.
I wonder how this scale difference happened and wonder about the way things where appended. Maybe it helps to use Ctrl+C to copy element to the clipboard in one file and Ctrl+V to paste them in another in the future, instead of appending via file menu. In any case, the scale difference might point in the direction of solving the problem.
EDIT:
In eevee, shadows are clipped by camera distance